Simmering tensions between the U.S. and North Korea continued to rattle investors, driving the VIX, a measure of how much volatility investors expect, to its highest level since May. On Thursday: The Standard & Poor’s 500 index lost …
As the ETF industry has expanded in recent years ongoing innovation has given investors more precise tools for accessing various corners of the stock and bond markets ... Because the VIX (and other volatility indexes, such as the one linked …
US political uncertainty and North Korean sabre -rattling has lit a fire under the comatose Vix volatility index which popped above 15 % overnight.The geopolitically influenced global stock market thrashing has driven investor angst into overdrive …
As Chien notes, the big question really is whether the growth of VIX ETPs has affected the Vix market in a similar way to the single stock market. He notes there is increasing evidence that single stock volatility, for example, is being driven …
If it’s a stock that pays dividends, that’s also baked into the equation. Oh, and there’s one big factor. And it’s one of the most important elements. In fact, it’s essential to what the VIX is and how we know whether the markets are expecting ...
The CBOE volatility index, better known as the VIX and the most widely followed barometer of expected near-term stock market volatility, fell to 9.04 intraday on Tuesday, its lowest since December, 1993, before rebounding to close at 9.43. …
The stock market looks downright fearless. The CBOE Volatility Index — or VIX — dropped to 8.84 on Wednesday, its lowest intraday level in history. Used to gauge concern in the S&P 500, it's hovered near record lows for weeks now, …
Saxo Bank last week listed weekly options on the VIX index. The weekly options for the index are listed every Thursday and expire the following Wednesday. Weekly options were first listed in 2005, and since then weekly options have …
In its original form, the VIX was constructed by using a weighted average of the implied volatility of the at-the-money and near-the-money options on the S&P 100 index. Measuring Stock Market Volatility:Measuring the S&P 500 on the …
While this is also called the “Fear Index,” the long and short of the matter is that the more the VIX rises, the more selling pressure that is generally seen in the stock market. Investors have seen volatility rise of late. It turns out that there are ...